Just 2 of the possibilities:
$cities = array(
'CA' => array(
array('name' => 'Los Angeles', 'short_name' => 'la'),
array('name' => 'San Francisco', 'short_name' => 'sf'),
array('name' => 'Fresno', 'short_name' => 'fresno')
),
'NJ' => array(
array('name' => 'Ankh-Morpork', 'short_name' => 'am'),
array('name' => 'New Brunswick', 'short_name' => 'nb'),
array('name' => 'Trenton', 'short_name' => 'trenton')
)
);
$cities = array(
array('state' => 'CA', 'name' => 'Los Angeles', 'short_name' => 'la'),
array('state' => 'CA', 'name' => 'San Francisco', 'short_name' => 'sf'),
array('state' => 'CA', 'name' => 'Fresno', 'short_name' => 'fresno'),
array('state' => 'NJ', 'name' => 'Ankh-Morpork', 'short_name' => 'am'),
array('state' => 'NJ', 'name' => 'New Brunswick', 'short_name' => 'nb'),
array('state' => 'NJ', 'name' => 'Trenton', 'short_name' => 'trenton')
);